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SIAMCO
2008
66views more  SIAMCO 2008»
13 years 11 months ago
Partial Information Linear Quadratic Control for Jump Diffusions
We study a stochastic control problem where the state process is described by a stochastic differential equation driven by a Brownian motion and a Poisson random measure, being af...
Yaozhong Hu, Bernt Oksendal
MOR
2008
98views more  MOR 2008»
13 years 11 months ago
An Analysis of Monotone Follower Problems for Diffusion Processes
We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness...
Erhan Bayraktar, Masahiko Egami
CDC
2008
IEEE
130views Control Systems» more  CDC 2008»
13 years 11 months ago
Optimal stopping for event-triggered sensing and actuation
Novel event-triggered sensing and actuation strategies are presented for networked control systems with limited communication resources. Two architectures are considered: one with ...
Maben Rabi, Karl Henrik Johansson, Mikael Johansso...
ICRA
2008
IEEE
197views Robotics» more  ICRA 2008»
14 years 5 months ago
A Bayesian framework for optimal motion planning with uncertainty
— Modeling robot motion planning with uncertainty in a Bayesian framework leads to a computationally intractable stochastic control problem. We seek hypotheses that can justify a...
Andrea Censi, Daniele Calisi, Alessandro De Luca, ...